Reconstruction-based methods are competitive choices for multivariate time series anomaly detection (MTSAD). However, one challenge these methods may suffer is over generalization, where abnormal inputs are also well reconstructed. In addition, balancing robustness and sensitivity is also important for final performance, as robustness ensures accurate detection in potentially noisy data, while sensitivity enables early detection of subtle anomalies. To address these problems, inspired by idempotent generative network, we take the view from the manifold and propose a novel module named Idempotent Generation for Anomaly Detection (IGAD) which can be flexibly combined with a reconstruction-based method without introducing additional trainable parameters. We modify the manifold to make sure that normal time points can be mapped onto it while tightening it to drop out abnormal time points simultaneously. Regarding the latest findings of AD metrics, we evaluated IGAD on various methods with four realworld datasets, and they achieve visible improvements in VUS-PR than their predecessors, demonstrating the effective potential of IGAD for further improvements in MTSAD tasks. Our instructions on integrating IGAD into customized models and example codes are available at https://github.com/ProEcho1/

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Time series data are ubiquitous across a wide range of real-world domains. Whilereal-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSAmodels rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potentialof textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the firstmulti-domain, multimodal time series dataset covering 9 primary data domains.Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, thefirst-cut multimodal time-series forecasting (TSF) library, seamlessly pipeliningmultimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensiveexperiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality,evidenced by over 15% mean squared error reduction in general, and up to 40%in domains with rich textual data. More importantly, our datasets and libraryrevolutionize broader applications, impacts, research topics to advance TSA.

Our proposed method directly learns the missing values ina bidirectional recurrent dynamical system, without anyspecific assumption. The imputed values are treated as variables of RNN graph and can be effectively updated during backpropagation. BRITS hasthree advantages: (a)itcanhandle multiple correlated missing values intime series; (b) itgeneralizes totime series with nonlinear dynamics underlying; (c) it provides a data-driven imputation procedure and applies to general settings with missing data. We evaluate our model on three real-world datasets, including an air quality dataset, a healthcare dataset, and a localization dataset for human activity. Experiments show that our model outperforms the state-of-the-art methods in both imputation and classification/regression.

However, the landscape of6 synthetic data research has been fragmented due to the large number of data7 modalities(e.g.,tabulardata,timeseriesdata,images,etc.) andvarioususecases8 (e.g., privacy, fairness, data augmentation, etc.). Beyond benchmarking, it also offers a single access point to a diverse range of15 cutting-edge data generators.

The innovation of the study is that the deep learning method and sentiment analysis are integrated in traditional business model analysis and forecasting, and the research subject is TSMC for industry trend prediction of semiconductor industry in Taiwan. For the rapid market changes and development of wafer technologies of semiconductor industry, traditional data analysis methods not perform well in the high variety and time series data. Textual data and time series data were collected from seasonal reports of TSMC including financial information. Textual data through sentiment analysis by considering the event intervention both from internal events of the company and the external global events. Using the sentiment-enhanced time series data, the LSTM model was adopted for predicting industry trend of TSMC. The prediction results reveal significant development of wafer technology of TSMC and the potential threatens in the global market, and matches the product released news of TSMC and the international news. The contribution of the work performed accurately in industry trend prediction of the semiconductor industry by considering both the internal and external event intervention, and the prediction results provide valuable information of semiconductor industry both in research and business aspects.

Time series data are often affected by various forms of corruption, such as missing values, noise, and outliers, which pose significant challenges for tasks such as forecasting and anomaly detection. To address these issues, inverse problems focus on reconstructing the original signal from corrupted data by leveraging prior knowledge about its underlying structure. While deep learning methods have demonstrated potential in this domain, they often require extensive pretraining and struggle to generalize under distribution shifts. In this work, we propose RINS-T (Robust Implicit Neural Solvers for Time Series Linear Inverse Problems), a novel deep prior framework that achieves high recovery performance without requiring pretraining data. RINS-T leverages neural networks as implicit priors and integrates robust optimization techniques, making it resilient to outliers while relaxing the reliance on Gaussian noise assumptions. To further improve optimization stability and robustness, we introduce three key innovations: guided input initialization, input perturbation, and convex output combination techniques. Each of these contributions strengthens the framework's optimization stability and robustness. These advancements make RINS-T a flexible and effective solution for addressing complex real-world time series challenges. Our code is available at https://github.com/EPFL-IMOS/RINS-T.

The nuclear industry is advancing toward more new reactor designs, with next-generation reactors expected to be smaller in scale and power output. These systems have the potential to produce large volumes of information in the form of multivariate time-series data, which could be used for enhanced real-time monitoring and control. In this context, the development of remote autonomous or semi-autonomous control systems for reactor operation has gained significant interest. A critical first step toward such systems is an accurate diagnostics module capable of detecting and localizing anomalies within the reactor system. Recent studies have proposed various ML and DL approaches for anomaly detection in the nuclear domain. Despite promising results, key challenges remain, including limited to no explainability, lack of access to real-world data, and scarcity of abnormal events, which impedes benchmarking and characterization. Most existing studies treat these methods as black boxes, while recent work highlights the need for greater interpretability of ML/DL outputs in safety-critical domains. Here, we propose an unsupervised methodology based on an LSTM autoencoder with a dual attention mechanism for characterization of abnormal events in a real-world reactor radiation area monitoring system. The framework includes not only detection but also localization of the event and was evaluated using real-world datasets of increasing complexity from the PUR-1 research reactor. The attention mechanisms operate in both the feature and temporal dimensions, where the feature attention assigns weights to radiation sensors exhibiting abnormal patterns, while time attention highlights the specific timesteps where irregularities occur, thus enabling localization. By combining the results, the framework can identify both the affected sensors and the duration of each anomaly within a single unified network.

Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Linear Vector Autoregressive models (VAR) though have nice interpretation properties but have limited practical application due to underlying assumptions on the kind of associations that can be captured by these models. Numerous attempts have already been made in the literature that exploit the functional approximation power of Deep Neural Networks (DNNs) for the task of GC estimation. These methods however treat GC as a variable selection problem. We present a novel paradigm for approaching GC. We present this idea that GC is essentially linked with prediction and if a deep learning model is used to model the time series collectively or jointly, a well regularized model may learn the true granger causal structure from the data, given that there is enough training data. We propose to uncover the learned GC structure by comparing the model uncertainty or distribution of the residuals when the past of everything is used as compared to the one where a specific time series component is dropped from the model. We also compare the effect of input layer dropout on the ability of a neural network to learn granger causality from the data. We show that a well regularized model infact can learn the true GC structure from the data without explicitly adding terms in the loss function that guide the model to select variables or perform sparse regression.

Time series data are ubiquitous across a wide range of real-world domains. Whilereal-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSAmodels rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potentialof textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the firstmulti-domain, multimodal time series dataset covering 9 primary data domains.Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, thefirst-cut multimodal time-series forecasting (TSF) library, seamlessly pipeliningmultimodal TSF evaluations based on Time-MMD for in-depth analyses.